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Kolmogorov-Smirnov Tests for AR Models Based on Autoregression Rank Scores

Author(s): Faouzi El Bantli and Marc HallinSource: Lecture Notes-Monograph Series, Vol. 37, Selected Proceedings of the Symposium onInference for Stochastic Processes (2001), pp. 111-124Published by: Institute of Mathematical StatisticsStable URL: http://www.jstor.org/stable/4356146

Accessed: 28/07/2010 06:06

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